Forgot about those, and didn't see Scrappys post either.
Yes, you really want to know those wires before screwing in the motherboard (as it's easier to read when it's not inside the case). They usually have good markings, and make sense (PWR is power, HDD is light for HDD etc.) If you have a manual it will be most useful here, it will have explanations for the wires and places. There might also be a sticker inside the computer with this information, or at least my first and last ready built machine very long time ago had. Do they have those anymore?
Haven't had any power or HDD lights in use for ages, must been why I forgot those wires, althought I had to replug my reset switch few weeks ago as it was gone loose and didn't work.